…predictive, that funds with higher active shares are more likely to outperform those with lower active share (although this is disputed by some researchers); It can be used to “assess…
Search Results for: low-volatility funds
Joel Greenblatt Combines Active and Passive Investing
…in an effort to discourage investors from bailing out of a strategy in tough times. Greenblatt explained that human nature leads investors to pile into well-performing funds and pile out…
"Black Swan" Investor Says Market Increasingly Fragile
Fund managers who oversee contrarian “tail-risk” funds—those created with the objective of preparing for crisis events—say conditions are ripe for a “full-blown financial earthquake,” according to a recent article in…
Southern Europe Weathering Stormy Markets
As market volatility increases, one region that seems to be keeping a firm footing is Southern Europe, according to a recent article in The Wall Street Journal, that says, “If…
Signs that a Bear Market May Be Coming
…argues, however, that the Fed Funds rate remains “modest relative to the rate of inflation” and that investors need not fear a flattening of the yield curve. Historically, it says,…
A Different Definition of Risk
…you happen to invest during a long period of well below average returns, bad luck can sometimes get the best of you. Planning for a low return environment from the…
Boring Stocks are Winning
For emerging-market and European equity investors, low-volatility stocks are “paying off by the most in two years,” according to a recent Bloomberg article. “Low volatility—sorting stocks based on the magnitude…
Hedge Fund Stars Losing Shine, But the Industry is Fine
Despite the fact that hedge funds have “fallen on hard times”, writes columnist Nir Kaissar in a recent Bloomberg article, “don’t shed a tear for the industry just yet.” The…
Jeremy Grantham's Market Update
GMO’s Jeremy Grantham predicts that in five years the U.S. market may be 20% lower but that due to a “series of advances and retreats” rather than due to a…
Want Consistent Market Outperformance? You May Want to Think Again
…pain of inconsistent performance is the price you have to pay for long-term outperformance. Mutual funds are no different. Even the best mutual funds will go through extended periods where…